NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.866 4.928 0.062 1.3% 5.193
High 4.914 4.930 0.016 0.3% 5.227
Low 4.834 4.830 -0.004 -0.1% 4.840
Close 4.899 4.831 -0.068 -1.4% 4.842
Range 0.080 0.100 0.020 25.0% 0.387
ATR 0.107 0.107 -0.001 -0.5% 0.000
Volume 1,621 1,165 -456 -28.1% 8,817
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.164 5.097 4.886
R3 5.064 4.997 4.859
R2 4.964 4.964 4.849
R1 4.897 4.897 4.840 4.881
PP 4.864 4.864 4.864 4.855
S1 4.797 4.797 4.822 4.781
S2 4.764 4.764 4.813
S3 4.664 4.697 4.804
S4 4.564 4.597 4.776
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.131 5.873 5.055
R3 5.744 5.486 4.948
R2 5.357 5.357 4.913
R1 5.099 5.099 4.877 5.035
PP 4.970 4.970 4.970 4.937
S1 4.712 4.712 4.807 4.648
S2 4.583 4.583 4.771
S3 4.196 4.325 4.736
S4 3.809 3.938 4.629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.064 4.806 0.258 5.3% 0.100 2.1% 10% False False 1,660
10 5.330 4.806 0.524 10.8% 0.112 2.3% 5% False False 2,099
20 5.330 4.806 0.524 10.8% 0.103 2.1% 5% False False 1,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.355
2.618 5.192
1.618 5.092
1.000 5.030
0.618 4.992
HIGH 4.930
0.618 4.892
0.500 4.880
0.382 4.868
LOW 4.830
0.618 4.768
1.000 4.730
1.618 4.668
2.618 4.568
4.250 4.405
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.880 4.868
PP 4.864 4.856
S1 4.847 4.843

These figures are updated between 7pm and 10pm EST after a trading day.

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